The most common way is to buy/download a font that has the weight you want and load it onto your device. You will still want normal, italics, bold and bold italics. The difference is that you will use a font in which the base (that would be normal) is darker than usual.

For example, I recently needed to use a font called museo-sans in a project. I had a huge number of choices for the font http://www.myfonts.com/fonts/exljbris/museo-sans/. Chief among the differences was the weight or darkness of the base font and all of the variants that build from there.

A great many of the fonts that we get for free on our computers have other "versions" that may be darker. You have to look for them though.

There are plenty of font editors that let you modify existing truetype fonts and generate new ones from them.
I haven't played with fonts since the Win95 era but I remember one app that let you convert a regular font to slanted, outline, and several levels of boldness with just a click.
(Don't even remember the name, much less where I stashed the Floppies.)